The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
Added in protocol FIX.5.0SP2 (161)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 40659 | NoUnderlyingSettlRateFallbacks | FIX.5.0SP2 (161) | |||
| 40660 | UnderlyingSettlRatePostponementMaximumDays | Required if NoUnderlyingSettlRateFallbacks (40659) > 0. | FIX.5.0SP2 (161) | ||
| Block | UnderlyingSettlRateFallbackRateSource | FIX.5.0SP2 (161) | |||
| 40662 | UnderlyingSettlRatePostponementSurvey | FIX.5.0SP2 (161) | |||
| 40663 | UnderlyingSettlRatePostponementCalculationAgent | FIX.5.0SP2 (161) |